On the Convergence Rate in the Central Limit Theorem for m-Dependent Random Variables

DOI10.1137/1124090MaRDI QIDQ3893045zbMATHOpenAlexFDO

Authors V. V. Shergin

Publication date 1980

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1124090

zbMATH Keywords

dependent random variablesconvergence rate in the central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited in

(10)

• Asymptotics for theL^p-deviation of the variance estimator under diffusion
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
• Higher-Order Expansions and Inference for Panel Data Models
• On some approximations for sums of \(m\)-dependent random variables
• Compound Poisson approximations for sums of 1-dependent random variables. I
• Sur quelques théorèmes de convergence du processus de naissance avec interaction des voisins
• Approximations for sums of three-valued 1-dependent symmetric random variables
• Normal approximation under local dependence.
• Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error
• Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants

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